Price / Gamma Flip — 2025-11-03

Core-Brief

03 Nov 2025 — 1 min read

This dashboard ranks each asset by where price sits relative to its options gamma ‘flip’ (zero-gamma) level. Names above the flip (green) tend to see dealer hedging dampen moves; below the flip (red) can see moves amplified. These dynamics can evolve quickly as open interest shifts. Top above-flip: GLD (+6.9%), EEM (+5.3%), NDX (+4.6%), SPX (+0.8%), TLT (+0.4%) Top below-flip: RUT (-3.0%) Click any ticker to view its strike-by-strike Net GEX with a scaled gamma profile, spot and flip markers.

Global — Short–Long Vol-Adjusted Return Difference — 2025-11-13

This snapshot compares short-term versus long-term performance on a risk-adjusted basis. The metric shows how much the near-term, volatility-adjusted return is deviating from the longer-run trend. Positive readings indicate short-term strength outpacing the long-term profile; negative values suggest the opposite. Assets are ordered by the latest reading; bodies show mean

Global — 3M Rolling Annualized Returns — 2025-11-13

This snapshot tracks 3-month rolling annualized returns across global indices, FX, and commodities. Assets are ordered by the latest reading; bodies show mean ±1σ while wicks span historical min–max. A red diamond marks today, and a hollow yellow dot highlights roughly one week ago. Use the selector to switch

Risk on/off gauge - 11-12-2025

Today’s cross-asset tape skews risk-on: equity futures and oil are carrying the tone while the dollar, Treasurys and gold struggle to attract meaningful sponsorship. The gauge’s one-day read flags a market more interested in adding risk than hiding in classic hedges. The multi-year history tells the more important

Composite Indicator - Z-score Snapshot (11-12-2025)

This snapshot aggregates seven mean-reverted momentum/oscillator signals into a single z-score, then charts each series against its own history (μ, ±1σ, ±2σ) with a side histogram for context. The bar chart ranks the latest composite readings across assets on a fixed −2…+2 scale.

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Global — Short–Long Vol-Adjusted Return Difference — 2025-11-13

Global — 3M Rolling Annualized Returns — 2025-11-13

Risk on/off gauge - 11-12-2025

Composite Indicator - Z-score Snapshot (11-12-2025)